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NCR Atleos Corporation NATL

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Market dataready · fetched 2026-11-12T02:30:33.275Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002630665Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:30:32.654260+00:00

Share price$48.20
1D+0.7%
AH$47.83$47.93$48.03$48.13$48.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNATL
Sold putSold callAH

NCR Atleos Corporation options

Live interpolated NATL call and put midpoint premiums by absolute delta.NCR Atleos Corporation$0.32$1.47$2.61$3.76$4.90$44.48$46.02$47.55$49.08$50.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NATL spot · $48.20NATL PRICE$0.90$1.12$1.35$1.57$1.80$2.02$2.25$2.47$2.70$2.92$3.15$3.37$0.45$0.62$0.80$0.97$1.15$1.32$1.50$1.67$1.85$2.02$2.20$3.22$4.57
PutsExpensive2.02×
Calls——
Skew——
Implied moveBullish±$3.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4943.3%6.5%
25Δ48.7622.3%3.0%45.9342.8%6.0%
30Δ48.4424.3%2.8%46.3742.3%5.5%
35Δ48.1226.3%2.6%46.8041.8%4.9%
40Δ47.8028.4%2.4%47.2441.3%4.4%
45Δ47.4830.4%2.2%47.6840.8%3.8%
50Δ47.1732.5%2.1%48.1240.3%3.3%
55Δ46.8534.5%1.9%48.5639.8%2.7%
60Δ46.5336.6%1.7%49.0039.3%2.2%
65Δ46.2138.6%1.5%49.4438.8%1.6%
70Δ45.8940.7%1.3%49.8738.3%1.1%
75Δ45.5742.7%1.1%51.0243.7%0.8%
80Δ45.2544.7%0.9%52.4551.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.49
IV
43.3%
B/E move
6.5%

25Δ

Calls
Pseudo strike
48.76
IV
22.3%
B/E move
3.0%
Puts
Pseudo strike
45.93
IV
42.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
48.44
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
46.37
IV
42.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
48.12
IV
26.3%
B/E move
2.6%
Puts
Pseudo strike
46.80
IV
41.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
47.80
IV
28.4%
B/E move
2.4%
Puts
Pseudo strike
47.24
IV
41.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
47.48
IV
30.4%
B/E move
2.2%
Puts
Pseudo strike
47.68
IV
40.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
47.17
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
48.12
IV
40.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
46.85
IV
34.5%
B/E move
1.9%
Puts
Pseudo strike
48.56
IV
39.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
46.53
IV
36.6%
B/E move
1.7%
Puts
Pseudo strike
49.00
IV
39.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
46.21
IV
38.6%
B/E move
1.5%
Puts
Pseudo strike
49.44
IV
38.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
45.89
IV
40.7%
B/E move
1.3%
Puts
Pseudo strike
49.87
IV
38.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.57
IV
42.7%
B/E move
1.1%
Puts
Pseudo strike
51.02
IV
43.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
45.25
IV
44.7%
B/E move
0.9%
Puts
Pseudo strike
52.45
IV
51.5%
B/E move
0.7%

Options history

IV · four-Friday blend27.63%
Daily EOD
NATL25.1%26.7%28.3%2026-10-19: 28.05%2026-10-20: 26.98%2026-10-21: 25.61%2026-10-23: 25.90%2026-10-28: 25.28%2026-10-29: 26.00%2026-10-30: 27.63%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.05%
26.98%
25.61%
25.90%
25.28%
26.00%
27.63%